-11.2%
AXP vs IOVA
+255.8%
-267.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.2% |
| 7D | +0.6% | -5.2% | +5.8% | +0.6% |
| 30D | +5.8% | -37.8% | +43.6% | +5.9% |
| 3M | -6.0% | +29.5% | -35.5% | -7.0% |
| 6M | +0.3% | +96.6% | -96.3% | -2.0% |
| YTD | -12.3% | +194.5% | -206.8% | -16.1% |
| 1Y | -11.2% | +248.1% | -259.3% | -15.5% |
| All | -11.2% | +255.8% | -267.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling